Velilla, Santiago

(as bibtex)

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Articles (19)

• Velilla, Santiago. A note on the structure of the quadratic subspace in discriminant analysis. Statistics & Probability Letters 2012. 82:739-747
• Velilla, Santiago. On the structure of the quadratic subspace in discriminant analysis. Journal of Multivariate Analysis 2010. 101:1239-1251
• Velilla, Santiago. A Method for Dimension Reduction in Quadratic Classification Problems. Journal of Computational and Graphical Statistics 2008. 17:572-589
• Ubierna, Andres, Ubierna, Andrés, Velilla, Santiago. A goodness-of-fit process for ARMA(p, q) models based on a modified residual autocorrelation sequence. Journal of Statistical Planning and Inference 2007. 137:2903-2919
• Barrios, M. Pilar, Velilla, Santiago. A bootstrap method for assessing the dimension of a general regression problem. Statistics & Probability Letters 2007. 77:247-255
• Ubierna, Andres, Ubierna, Andrés, Velilla, Santiago. A goodness-of-fit process for ARMA(p, q) models based on a modified residual autocorrelation sequence. Journal of Statistical Planning and Inference 2007. 137:2903-2919
• Hernández, Adolfo, Velilla, Santiago. Dimension reduction in nonparametric kernel discriminant analysis. Journal of Computational and Graphical Statistics 2005. 14:847-866
• Velilla, Santiago, Hernández, Adolfo. On the consistency properties of linear and quadratic discriminant analyses. Journal of Multivariate Analysis 2005. 96:219-236
• Velilla, Santiago. Comment on ``An adaptive estimation of dimension reduction space'' (Pkg: p363-410). Journal of the Royal Statistical Society, Series B: Statistical Methodology 2002. 64:391-391
• Velilla, Santiago. On the bootstrap in misspecified regression models. Computational Statistics & Data Analysis 2001. 36:227-242
• Velilla, Santiago. A note on the behaviour of residual plots in regression. Statistics & Probability Letters 1998. 37:269-278
• Velilla, Santiago. Assessing the number of linear components in a general regression problem. Journal of the American Statistical Association 1998. 93:1088-1098
• Velilla, Santiago. Diagnostics and robust estimation in multivariate data transformations. Journal of the American Statistical Association 1995. 90:945-951
• Velilla, Santiago. A goodness-of-fit test for autoregressive moving-average models based on the standardized sample spectral distribution of the residuals. Journal of Time Series Analysis 1994. 15:637-647
• Velilla, Santiago, Barrio, Juan A.. A discriminant rule under transformation. Technometrics 1994. 36:348-353
• Velilla, Santiago. A note on the multivariate Box-Cox transformation to normality. Statistics & Probability Letters 1993. 17:259-263
• Velilla, Santiago. Quantile-based estimation for the Box-Cox transformation in random samples. Statistics & Probability Letters 1993. 16:137-145
• Velilla, Santiago. On eigenvalues, case deletion and extremes in regression. Computational Statistics & Data Analysis 1993. 16:299-309
• Velilla, Santiago. Simultaneous obtainment of multicollinearity and influential observations (Spanish). Estadística Española 1988. 117:83-98